The Bag
A lot of talk is generated on this simple thing.
What you are making is a pillow case out of mesh.
In fact a new washed pillow case (poly cotton/polyester) will work quite well, just not as efficient.

Best material so far, Swiss voile (fabric stores carry it).
The material comes in 5' widths so 1/2 yard will make a bag.
Use of sewing machine and ten minutes will make a bag, ask your mommy, girl friend, sister, etc
If no sewing machine a needle and thread will do (about ½ to 1 hour)
A draw string closure will be nice, but not necessary.
Also I believe a 1m by 1m square of the material will make a bag, with no sewing. Just push the material into the pot with 4 spring clamps holding up the edges (I have not tried this yet).

The Grains
A fine crush is best for BIAB, I use a 0.5mm (0.02) gap on my barley crusher mill.
Some flour is fine and expected.

I find long mashes key to the BiaB technique. Also, dont squeeze your grains bag! Also I do a separate batch sparge by dunking the grain in to 170*f water and allowing it to rest there for 10 minutes or so, longer the better. then combine the liquids and bring to a boil. I get efficiency in the high 80s when I do this. Oh, I also double mill my grains.

I find long mashes key to the BiaB technique. Also, dont squeeze your grains bag! Also I do a separate batch sparge by dunking the grain in to 170*f water and allowing it to rest there for 10 minutes or so, longer the better. then combine the liquids and bring to a boil. I get efficiency in the high 80s when I do this. Oh, I also double mill my grains.

why not squeeze the grain bag? please don't say its to prevent tannins from being extracted because that's a myth.

the biggest thing about BIAB is the crush. crush it until you're scared and then go one step farther. dunk sparging ...some do it..some don't. I'm one of those that doesn't. I do a mash out by heating to 165-168F, stirring the entire time I heat. pull the bag and once it has slowed to almost a drip I place it in a colander over either the brew kettle or my old 5 gallon pot. after 20 minutes I squeeze the bag for all its worth.

I find long mashes key to the BiaB technique. Also, dont squeeze your grains bag! Also I do a separate batch sparge by dunking the grain in to 170*f water and allowing it to rest there for 10 minutes or so, longer the better. then combine the liquids and bring to a boil. I get efficiency in the high 80s when I do this. Oh, I also double mill my grains.

'The Squeeze' is fairly common among no-spargers, myself included, as a way to help keep efficiency up. I've never had any problems with over-extraction, nor have I read of anyone else having this problem. The most important part of doing no-sparge, IMHO, is to bring the temp up to mash-out temperatures to allow for more dissolved sugars in solution and make the mash liquid less viscous and more likely to separate from the grains.

Mash at 154*f for 75 minutes. Remove bag and let it drip. Then I place the grain bag on a colander and pour COLD water over the grains. This is less to sparge and more to lower the grain temp so I can squeeze the bag without burning myself. I am a newb but I achieved 85% efficiency everytime with this method. My grain never gets above mash temp and I've got great efficiency. I do double crush at the LHBS as well.